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DFVE vs. EMTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFVE vs. EMTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Fortune 500 Equal Weight ETF (DFVE) and ProShares Decline of the Retail Store ETF (EMTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFVE achieves a 15.30% return, which is significantly higher than EMTY's -2.27% return.


DFVE

1D
-0.28%
1M
1.35%
6M
10.99%
YTD
15.30%
1Y
25.75%
3Y*
5Y*
10Y*
ALL TIME*
18.09%

EMTY

1D
0.53%
1M
-0.72%
6M
2.65%
YTD
-2.27%
1Y
-0.27%
3Y*
-3.37%
5Y*
-3.08%
10Y*
ALL TIME*
-11.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$74.40K$88.82K$191.24K
$18.44K$30.35K$49.16K

DFVE vs. EMTY - Yearly Performance Comparison


2026 (YTD)20252024
DFVE
Doubleline Fortune 500 Equal Weight ETF
15.30%14.51%14.66%
EMTY
ProShares Decline of the Retail Store ETF
-2.27%-1.76%-7.33%

Correlation

The correlation between DFVE and EMTY is -0.69, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.69

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

-0.74

The correlation between DFVE and EMTY has been stable across timeframes, ranging from -0.74 to -0.69 - a consistent structural relationship.

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Return for Risk

DFVE vs. EMTY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFVE
DFVE Risk / Return Rank: 8282
Overall Rank
DFVE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DFVE Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFVE Omega Ratio Rank: 8080
Omega Ratio Rank
DFVE Calmar Ratio Rank: 8282
Calmar Ratio Rank
DFVE Martin Ratio Rank: 8383
Martin Ratio Rank

EMTY
EMTY Risk / Return Rank: 1010
Overall Rank
EMTY Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 1010
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1010
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFVE vs. EMTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Fortune 500 Equal Weight ETF (DFVE) and ProShares Decline of the Retail Store ETF (EMTY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFVEEMTYDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.34

1.01

+0.33

Calmar ratioReturn relative to maximum drawdown

3.05

-0.04

+3.10

Martin ratioReturn relative to average drawdown

11.31

-0.09

+11.40

DFVE vs. EMTY - Sharpe Ratio Comparison

The current DFVE Sharpe Ratio is 1.90, which is higher than the EMTY Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of DFVE and EMTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DFVE vs. EMTY - Drawdown Comparison

The maximum DFVE drawdown since its inception was -19.43%, smaller than the maximum EMTY drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for DFVE and EMTY.


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Drawdown Indicators


DFVEEMTYDifference

Max Drawdown

Largest peak-to-trough decline

-19.43%

-77.62%

+58.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-13.91%

+6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-30.83%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

Current Drawdown

Current decline from peak

-1.24%

-75.61%

+74.37%

Average Drawdown

Average peak-to-trough decline

-2.63%

-54.65%

+52.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

6.54%

-4.44%

Volatility

DFVE vs. EMTY - Volatility Comparison

The current volatility for Doubleline Fortune 500 Equal Weight ETF (DFVE) is 3.01%, while ProShares Decline of the Retail Store ETF (EMTY) has a volatility of 6.54%. This indicates that DFVE experiences smaller price fluctuations and is considered to be less risky than EMTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFVEEMTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

6.54%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

13.79%

-4.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

18.41%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

22.46%

-7.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

25.60%

-10.32%

DFVE vs. EMTY - Expense Ratio Comparison

DFVE has a 0.20% expense ratio, which is lower than EMTY's 0.66% expense ratio.


Dividends

DFVE vs. EMTY - Dividend Comparison

DFVE's dividend yield for the trailing twelve months is around 1.36%, less than EMTY's 3.33% yield.


PositionTTM202520242023202220212020201920182017
DFVE
Doubleline Fortune 500 Equal Weight ETF
1.36%1.52%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMTY
ProShares Decline of the Retail Store ETF
3.33%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%

Frequently Asked Questions


DFVE and EMTY have a correlation of -0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMTY has higher volatility (6.54%) compared to DFVE (3.01%). In terms of maximum drawdown, DFVE dropped -19.43% vs EMTY's -77.62%.

On 1-year performance, DFVE leads with 25.75% vs -0.27% for EMTY. On fees, DFVE is cheaper at 0.20% per year. On volatility, DFVE has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DFVE has performed better with a 25.75% return vs -0.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFVE is cheaper with a 0.20% expense ratio, compared with 0.66% for EMTY.

EMTY has the higher dividend yield at 3.33%, compared with 1.36% for DFVE.

DFVE is categorized as Large Cap Blend Equities, while EMTY is Inverse Equities. DFVE tracks Barclays Fortune 500 Equal Weighted Index - Benchmark TR Gross, while EMTY tracks Solactive-ProShares Bricks and Mortar Retail Store Index (-100%). They also come from different issuers: DoubleLine and ProShares. Their fees differ too: 0.20% for DFVE and 0.66% for EMTY.

DFVE currently has the higher Sharpe Ratio (1.90 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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